A new preconditioner for elliptic PDE-constrained optimization problems

DOI10.1007/S11075-019-00697-8zbMATH Open1433.65048arXiv1911.05807OpenAlexW2936356069WikidataQ128055324 ScholiaQ128055324MaRDI QIDQ2290924FDOQ2290924

Hamid Mirchi, Davod Khojasteh Salkuyeh

Publication date: 29 January 2020

Published in: Numerical Algorithms (Search for Journal in Brave)

Abstract: We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial differential equation. Eigenvalue distribution of the preconditioned matrix as well as its eigenvectors are discussed. Numerical results of the proposed preconditioner are compared with several existing preconditioners to show its efficiency.

Full work available at URL: https://arxiv.org/abs/1911.05807

zbMATH Keywords

optimizationpreconditionerfinite elementPDE-constrained

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Discrete approximations in optimal control (49M25)

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Cited In (9)

• Some preconditioners for elliptic PDE-constrained optimization problems
• Applications of the PRESB Preconditioning Method for OPT-PDE Problems
• Block preconditioners for elliptic PDE-constrained optimization problems
• PDE-Constrained Optimization: Matrix Structures and Preconditioners
• A reordering-based preconditioner for elliptic PDE-constrained optimization problems with small Tikhonov parameters
• Optimal Block Preconditioner for an Efficient Numerical Solution of the Elliptic Optimal Control Problems Using Gmres Solver
• Optimal trigonometric preconditioners for elliptic and queueing problems
• Title not available (Why is that?)
• Fast solver of optimal control problems constrained by Ohta-Kawasaki equations

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